play the dosbox.conf a little bit.
the best setting for me so far is double up memory for dos, use openGL, full screen with 2xsai scalar.

I have two questions though, 1. could make window mode with custom resolution work.
2. 2xsai makes the game opening movie very laggy, can I skip that as default without tapping spacebar?

I don't know about skipping the intro, but you can definitely use a custom resolution for windowed mode.

Look in the .conf file for a line saying "fullscreen=true" and change it to "fullscreen-false". This will start the game in a window rather than fullscreen. Then, find the line that says "windowresolution=original" and change it to something like "windowresolution=1024x768" or whatever resolution you want. Works perfectly.

You can also switch between windowed mode and fullscreen with ALT+Enter at any time.

(EDIT: Had written ALT+F4 by mistake... whoops!)

thanks